+43.4%
SPGI vs RPRX
+57.8%
-14.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | -3.1% | -4.0% | +0.9% | -2.3% |
| 30D | +2.0% | +4.9% | -2.9% | +1.0% |
| 3M | +4.3% | +9.4% | -5.0% | +2.2% |
| 6M | -0.2% | +33.3% | -33.5% | -6.4% |
| YTD | -14.8% | +59.0% | -73.8% | -23.2% |
| 1Y | -18.5% | +69.2% | -87.8% | -27.7% |
| 3Y | +16.0% | +124.1% | -108.1% | -4.2% |
| 5Y | +2.2% | +77.9% | -75.7% | -10.5% |
| All | +43.4% | +57.8% | -14.4% | +24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded RPRX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling